Abstract

Our new method uses order statistics to judge the fit of a distribution to data. A test-statistic based on quantiles of order-statistics compares favorably with the Kolmogorov-Smirnov (K-S) and Anderson-Darling (A-D) test statistics. The performance of this new goodness-of-fit test statistic is examined with simulation experiments. For certain hypothesis tests, the test statistic is more powerful than the K-S and A-D test statistics. The new test statistic is calculated using a computer algebra system because of the need to compute exact distributions of order statistics.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.